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Forums>StrategyQuant>General Discussion>SQ4 performance comparation

  • #233944 |
    Customer
    793 Posts

    download my setfile (attached zipfile), run SQ4, download EURUSD M1 data, load downloaded settings and run builder for 30 minutes and make this statement to compare the performance through real PC specs

    SQ version: SQ4 RC3
    PC: 2x XEON E5-2680 (2.7 GHz)
    Number of threads: 32
    RAM: 128 GB
    HDD: SSD

    Strategies generated: 10063
    Strategies per hour: 20113
    Running time: 30 mins

    Attachments:
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    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #233950
    Customer
    45 Posts

    Which data and which date range?

    #233951
    Customer
    793 Posts

    if you use the setfile, you will have everything set…so everybody will have the same setting and the comparation will be proved

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #233953
    Participant
    14 Posts

    SQ version: SQ4 RC3
    PC: AMD Threadripper 1920X overclocked 4Ghz on all cores
    Number of threads: 24
    RAM: 32 GB @ 2934 Mhz
    HDD: SSD

     

    Strategies per hour: 35 000

    #233984
    Mark Fric
    Administrator
    1182 Posts

    SQ Performance can be measured like this, but there is a benchmark in SQ4 that does simliar thing, it only uses artifical data (always the same) that are created before the test, and artifical simple strategy and settings.

     

    But it measures the same strategy backtesting power in the constant environment.

    Mark
    StrategyQuant architect

    #233993
    Customer
    1 Posts

    SQ version: SQ4 RC3
    PC: 2x XEON X5650 (2.67 GHz)
    Number of threads: 24
    RAM: 32 GB (DDR3-1333)
    HDD: SAS 10K

    Strategies generated: 8998
    Strategies per hour: 17983
    Running time: 30 mins

    Strategies generated: 17961
    Strategies per hour: 17961
    Running time: 60 mins

    Attachments:
    You must be logged in to view attached files.
    #234016
    Customer
    430 Posts

    Q version: SQ4 RC3
    PC: 2x XEON 2673 (2.6 GHz)
    Number of Cores : 40 multithreading of
    RAM: 80 GB
    HDD: Installed on USB drive

    Strategies per hour: 39804
    Running time: 5 mins

    Really like the performance of Threadripper , Very posetive will buy those when Grid works. Allthought it is a bit wierd since due to passmark one 2673 V4 out performes AMD 1920x and i  have 2 but result is simular.

     

     

     

    #234040
    Participant
    14 Posts

    Q version: SQ4 RC3 PC: 2x XEON 2673 (2.6 GHz) Number of Cores : 40 multithreading of RAM: 80 GB HDD: Installed on USB drive Strategies per hour: 39804 Running time: 5 mins Really like the performance of Threadripper , Very posetive will buy those when Grid works. Allthought it is a bit wierd since due to passmark one 2673 V4 out performes AMD 1920x and i have 2 but result is simular.

    I have noted in results that it is overclocked on all cores to 4 GHZ and RAM is overclocked. You cannot overclock Xeons, so this is big plus for AMD TR :) Also this task of generating strats is very different from synthetic tests. I can see this by power usage. 100% CPU with SQ4 running pulls ~180-200WATTs and if i run CPU stress test power usage peaks over 250WATTS … It seems TR is just better for this particular job.

    #234041
    Participant
    14 Posts

    SQ Performance can be measured like this, but there is a benchmark in SQ4 that does simliar thing, it only uses artifical data (always the same) that are created before the test, and artifical simple strategy and settings. But it measures the same strategy backtesting power in the constant environment.

    Mark,

    I observer, that built in benchmark doesn’t load my CPU at all, but  the method in this thread loads it to 100%. I think wee need official built-in benchmark but it should load CPU to the max.

    #234047
    Customer
    430 Posts

    Running 2 session to Utilize Hyper threading gives below results.

    Q version: SQ4 RC3
    PC: 2x XEON 2673 (2.6 GHz)
    Number of Cores : 40  threads 80
    RAM: 80 GB
    HDD: Installed on USB drive

    Strategies per hour:  CPU 1:  29800 CPU 2: 32300
    Running time: 5 mins

    #234048
    Customer
    430 Posts

    It seems AMD architecture makes them about 8% better then Intel for generating strategies with SQ4 per thread and Ghz. That means that the New AMD Zen+ 32 core Threadripper that will be released in 3rd Quater will make about  80000 strategies per hour at 3.4 Ghz .  Nice !!

    @Globalgain,  There is a new Asus motherboard for Xeons were you can overclock  Xeons about 10 % they claim.

    #234050
    Participant
    14 Posts

    Running time: 5 mins

    Can you leave the test for at least 20 mins? it will settle a bit more, because after 5 mins my score still was growing

    #234223
    Customer
    430 Posts
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